Anic Equity¶

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Total return since start: 0.578 %¶

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Equity now: -----------------------------> 48215.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46518.44 Kr¶

PnL: ---------------------------------------> 161.44 Kr¶

DD now: ---------------------------------> -9.234 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 12:42:33.873324'

Anic Portfolio¶

This Week¶

Return: 0.051 %¶

Total portfolio value¶

Return including deposits: 57.983 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
EnQuest PLC 2351 -0.950000 5868.100000 155.100000 2.710000 5713.000530
Vitec Software Group B 2 1.110000 1179.000000 92.000000 8.460000 1087.000000
Investor B 27 0.280000 5782.050000 91.050000 1.600000 5691.000006
Lindab International 35 0.690000 5638.500000 45.500000 0.810000 5593.000000
NP3 Fastigheter 32 1.540000 5705.600000 8.600000 0.150000 5697.000000
Tethys Oil 109 1.600000 5900.170000 -10.830000 -0.180000 5911.000022
Volvo B 25 0.400000 5688.750000 -54.250000 -0.940000 5743.000000
AQ Group 12 -0.800000 5202.000000 -61.000000 -1.160000 5262.999996
Volvo A 24 0.170000 5596.800000 -62.200000 -1.100000 5659.000008
TOTAL 46560.970000 203.970000 -9.15423% 46357.000562

Updated:¶

'2023-08-10 12:41:37.688121'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶